1 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
6 papers
Structural restrictions in local causal discovery: identifying direct causes of a target variable
Juraj Bodik, Valérie Chavez-Demoulin
We consider the problem of learning a set of direct causes of a target variable from an observational joint distribution. Learning directed acyclic graphs (DAGs) that represent the…
Robust estimations for the tail index of Weibull-type distribution
Chengping Gong, Chengxiu Ling
Based on suitable left-truncated or censored data, two flexible classes of -estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impa…
Approximation of Some Multivariate Risk Measures for Gaussian Risks
E. Hashorva
Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are ligh…
Tail approximation for reinsurance portfolios of Gaussian-like risks
Julia Farkas, Enkelejd Hashorva
We consider two different portfolios of proportional reinsurance of the same pool of risks. This contribution is concerned with Gaussian-like risks, which means that for large valu…
A risk model with an observer in a Markov environment
Hansjoerg Albrecher, Jevgenijs Ivanovs
We consider a spectrally-negative Markov additive process as a model of a risk process in random environment. Following recent interest in alternative ruin concepts, we assume that…
Exact boundaries in sequential testing for phase-type distributions
Hansjörg Albrecher, Peiman Asadi, Jevgenijs Ivanovs
We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distr…